Shopify Inc (SHOP.TO)
148.19
-0.62
(-0.42%)
CAD |
TSX |
Nov 22, 10:26
Shopify Max Drawdown (5Y): 83.47% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 83.47% |
| August 31, 2024 | 83.47% |
| July 31, 2024 | 83.47% |
| June 30, 2024 | 83.47% |
| May 31, 2024 | 83.47% |
| April 30, 2024 | 83.47% |
| March 31, 2024 | 83.47% |
| February 29, 2024 | 83.47% |
| January 31, 2024 | 83.47% |
| December 31, 2023 | 83.47% |
| November 30, 2023 | 83.47% |
| October 31, 2023 | 83.47% |
| September 30, 2023 | 83.47% |
| August 31, 2023 | 83.47% |
| July 31, 2023 | 83.47% |
| June 30, 2023 | 83.47% |
| May 31, 2023 | 83.47% |
| April 30, 2023 | 83.47% |
| March 31, 2023 | 83.47% |
| February 28, 2023 | 83.47% |
| January 31, 2023 | 83.47% |
| December 31, 2022 | 83.47% |
| November 30, 2022 | 83.47% |
| October 31, 2022 | 83.47% |
| September 30, 2022 | 82.86% |
| Date | Value |
|---|---|
| August 31, 2022 | 81.63% |
| July 31, 2022 | 81.63% |
| June 30, 2022 | 81.63% |
| May 31, 2022 | 80.63% |
| April 30, 2022 | 75.06% |
| March 31, 2022 | 69.29% |
| February 28, 2022 | 62.65% |
| January 31, 2022 | 51.40% |
| December 31, 2021 | 36.20% |
| November 30, 2021 | 36.20% |
| October 31, 2021 | 36.20% |
| September 30, 2021 | 36.20% |
| August 31, 2021 | 36.20% |
| July 31, 2021 | 36.20% |
| June 30, 2021 | 36.20% |
| May 31, 2021 | 36.20% |
| April 30, 2021 | 36.20% |
| March 31, 2021 | 36.20% |
| February 28, 2021 | 36.20% |
| January 31, 2021 | 36.20% |
| December 31, 2020 | 36.20% |
| November 30, 2020 | 46.81% |
| October 31, 2020 | 46.81% |
| September 30, 2020 | 46.81% |
| August 31, 2020 | 46.81% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
36.20%
Minimum
Dec 2020
83.47%
Maximum
Oct 2022
63.54%
Average
75.06%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Kinaxis Inc | 47.61% |
| Coveo Solutions Inc | -- |
| Constellation Software Inc | 24.23% |
| Celestica Inc | 79.32% |
| TELUS International (Cda) Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8150 |
| Beta (5Y) | 2.058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.82% |
| Historical Sharpe Ratio (5Y) | 0.2932 |
| Historical Sortino (5Y) | 0.5483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.03% |